qmd

MaRDI QIDQ99424CRANFDO

Authors Nicolas Dietrich, Lea Maislinger, Florian Griessenberger, Robert R. Junker, Valentin Petztel, Wolfgang Trutschnig

Last update 2 July 2025

Copyright license GNU General Public License, version 2.0, GNU General Public License, version 3.0

Software version identifier 1.1.2, PACKAGES.rds, 1.0.0, 1.1.0, 1.1.1, 1.1.3

Description

A multivariate copula-based dependence measure. For more information, see Griessenberger, Junker, Trutschnig (2022), On a multivariate copula-based dependence measure and its estimation, Electronic Journal of Statistics, 16, 2206-2251.

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